$149.95
-0.76 (-0.50%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 29.26% | Sharpe | 1.04 |
| Sortino | 1.54 |
| Beta | 0.24 | Correlation | 0.10 |
| Up capture | 87.90% | Down capture | −45.08% |
Relative Value shows 0.47 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −23.32% | Ulcer Index | 9.64 |
| MTD | 23.50% | QTD | 19.97% |
| YTD | 41.48% | Window (ann., 3.0y) | 29.71% |
| Skewness | −0.02 | Excess Kurtosis | 4.22 |
| Omega (θ=0) | 1.20 | Tail Ratio | 1.06 |
| Gain/Pain | 0.20 | Hit Rate | 52.27% |
| Win/Loss | 1.08 | Upside Potential | 0.59 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.65% | -4.65% | -2.91% | -4.17% |
| CVaR (ES) | -4.04% | -6.53% | -3.68% | -4.79% |
| VaR (Cornish-Fisher) | — | — | -2.77% | -6.01% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -23.32% | 2025-10-06 | 2025-12-01 | 2026-01-16 | 39 | 32 |
| -20.59% | 2025-02-26 | 2025-05-09 | 2025-07-02 | 51 | 36 |
| -18.57% | 2024-05-09 | 2024-10-10 | 2024-12-06 | 106 | 40 |
| -17.54% | 2026-04-28 | 2026-07-20 | 2026-08-18 | 53 | 21 |
| -13.50% | 2025-07-17 | 2025-08-01 | 2025-09-11 | 11 | 28 |
| -10.39% | 2026-02-03 | 2026-02-11 | 2026-03-03 | 6 | 13 |
| -9.99% | 2024-01-19 | 2024-02-13 | 2024-03-20 | 17 | 25 |
| -9.95% | 2026-03-10 | 2026-03-20 | 2026-04-14 | 8 | 16 |
| -7.15% | 2023-11-14 | 2023-11-29 | 2023-12-13 | 10 | 10 |
| -6.36% | 2023-09-14 | 2023-10-04 | 2023-11-02 | 14 | 21 |
Worst depth first · lengths in trading days.